CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5960 |
1.6002 |
0.0042 |
0.3% |
1.5855 |
| High |
1.6011 |
1.6028 |
0.0017 |
0.1% |
1.6011 |
| Low |
1.5949 |
1.5975 |
0.0026 |
0.2% |
1.5788 |
| Close |
1.5978 |
1.6024 |
0.0046 |
0.3% |
1.5978 |
| Range |
0.0062 |
0.0053 |
-0.0009 |
-14.5% |
0.0223 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
69 |
170 |
101 |
146.4% |
448 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6168 |
1.6149 |
1.6053 |
|
| R3 |
1.6115 |
1.6096 |
1.6039 |
|
| R2 |
1.6062 |
1.6062 |
1.6034 |
|
| R1 |
1.6043 |
1.6043 |
1.6029 |
1.6053 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.6014 |
| S1 |
1.5990 |
1.5990 |
1.6019 |
1.6000 |
| S2 |
1.5956 |
1.5956 |
1.6014 |
|
| S3 |
1.5903 |
1.5937 |
1.6009 |
|
| S4 |
1.5850 |
1.5884 |
1.5995 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6595 |
1.6509 |
1.6101 |
|
| R3 |
1.6372 |
1.6286 |
1.6039 |
|
| R2 |
1.6149 |
1.6149 |
1.6019 |
|
| R1 |
1.6063 |
1.6063 |
1.5998 |
1.6106 |
| PP |
1.5926 |
1.5926 |
1.5926 |
1.5947 |
| S1 |
1.5840 |
1.5840 |
1.5958 |
1.5883 |
| S2 |
1.5703 |
1.5703 |
1.5937 |
|
| S3 |
1.5480 |
1.5617 |
1.5917 |
|
| S4 |
1.5257 |
1.5394 |
1.5855 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6253 |
|
2.618 |
1.6167 |
|
1.618 |
1.6114 |
|
1.000 |
1.6081 |
|
0.618 |
1.6061 |
|
HIGH |
1.6028 |
|
0.618 |
1.6008 |
|
0.500 |
1.6002 |
|
0.382 |
1.5995 |
|
LOW |
1.5975 |
|
0.618 |
1.5942 |
|
1.000 |
1.5922 |
|
1.618 |
1.5889 |
|
2.618 |
1.5836 |
|
4.250 |
1.5750 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6017 |
1.5995 |
| PP |
1.6009 |
1.5966 |
| S1 |
1.6002 |
1.5937 |
|